A minimax approach to consistency and efficiency for estimating equations

DOI10.1214/AOS/1032526969zbMATH Open0906.62022OpenAlexW1996100342MaRDI QIDQ1816985FDOQ1816985

Authors: Bing Li 

Publication date: 22 February 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1032526969

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zbMATH Keywords

consistencyestimating equationsquasi-likelihood estimationDoob-Wald approach to consistency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Approximation Theorems of Mathematical Statistics
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• An Optimum Property of Regular Maximum Likelihood Estimation
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• Potential functions and conservative estimating functions
• Maximum Likelihood Estimation of a Translation Parameter of a Truncated Distribution
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• Estimation for aggregate models: The aggregate Markov chain
• Quasi-likelihood for multiplicative random effects
• A projected likelihood function for semiparametric models
• On Wald's Proof of the Consistency of the Maximum Likelihood Estimate

Cited In (3)

• A working estimating equation for spatial count data
• Efficiency of quasi-likelihood estimation for spatially correlated binary data on \(L_p\) spaces
• Asymptotics for generalized estimating equations with large cluster sizes

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